+748.2%
IVV vs LYB
+633.0%
+115.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +2.6% | +6.1% | -3.5% | +0.8% |
| 30D | -2.0% | +5.3% | -7.3% | -3.7% |
| 3M | -2.8% | +4.3% | -7.1% | -4.5% |
| 6M | +2.2% | -10.8% | +13.0% | +4.4% |
| YTD | +11.5% | +53.8% | -42.2% | -5.5% |
| 1Y | +13.5% | +50.5% | -37.0% | -3.6% |
| 3Y | +78.1% | -16.4% | +94.5% | +77.3% |
| 5Y | +73.1% | -4.8% | +77.9% | +62.9% |
| 10Y | +310.4% | +38.2% | +272.3% | +213.3% |
| All | +748.2% | +633.0% | +115.1% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling